UBS Call 270 V 21.06.2024
/ DE000UL1G528
UBS Call 270 V 21.06.2024/ DE000UL1G528 /
| 2024-05-23 7:30:45 PM |
Chg.-0.080 |
Bid9:56:31 PM |
Ask9:56:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-10.26% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UL1G52 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
33.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.13 |
| Parity: |
0.52 |
| Time value: |
0.23 |
| Break-even: |
256.92 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
24.98 |
| Rho: |
0.14 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.700 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
+22.81% |
| 1 Year |
|
|
+66.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
0.880 |
0.570 |
| 6M High / 6M Low: |
0.920 |
0.510 |
| High (YTD): |
2024-03-21 |
0.920 |
| Low (YTD): |
2024-01-03 |
0.540 |
| 52W High: |
2024-03-21 |
0.920 |
| 52W Low: |
2023-10-27 |
0.370 |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.573 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
156.20% |
| Volatility 6M: |
|
82.09% |
| Volatility 1Y: |
|
72.72% |
| Volatility 3Y: |
|
- |
